+60.5%
XOM vs TSCO
-19.8%
+80.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +4.1% | -5.7% | +9.7% | +4.6% |
| 30D | +4.6% | -8.8% | +13.3% | +5.4% |
| 3M | +14.0% | +6.3% | +7.6% | +13.2% |
| 6M | +11.0% | -32.3% | +43.2% | +15.6% |
| YTD | +40.7% | -32.7% | +73.4% | +46.4% |
| 1Y | +52.3% | -43.7% | +96.0% | +62.2% |
| 3Y | +60.5% | -19.7% | +80.1% | +56.0% |
| All | +60.5% | -19.8% | +80.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling